freebsd installs blender without cycles
The default configuration for blender on FreeBSD does not include cycles. If you install using pkg install graphics/blender then it will not be enabled.

To enable cycles you will need to compile blender yourself (assuming you have ports installed).

cd /usr/ports/graphics/blender
make config
(enable cycles in the menu)
make install clean


Note that building blender might require other ports that you may not have installed yet (like devel/llvm34 if you also enable CYCLESOSL), these can be installed using pkg install instead of compiling them yourself.

After the make config step you can use make build-depends-list to see what is needed to build and check if you have them installed.

Cycles was disabled by default as there is sometimes an assert from boost that causes the build to fail. I find this only happens when generating the man page which can be removed from the Makefile.